+156.3%
FDX vs VFC
-44.8%
+201.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.7% |
| 7D | +0.2% | +7.7% | -7.5% | -1.9% |
| 30D | +9.3% | +39.2% | -29.9% | -0.8% |
| 3M | +0.5% | +40.3% | -39.8% | -9.2% |
| 6M | +5.3% | +11.4% | -6.1% | +0.6% |
| YTD | +38.6% | +17.5% | +21.1% | +29.5% |
| 1Y | +53.5% | +45.9% | +7.7% | +34.1% |
| 3Y | +74.2% | +47.3% | +26.9% | +32.0% |
| 5Y | +75.3% | -67.2% | +142.5% | +141.7% |
| 10Y | +156.3% | -46.1% | +202.3% | +200.5% |
| All | +156.3% | -44.8% | +201.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling